Stochastic simulation
Posted: Thu May 14, 2009 2:14 am
Dear all,
I need to perform a stochastic simulation of a macroeconometric model based on draws of all but one of the error terms.
Could you please suggest me the way to do it?
Thanks in advance
I need to perform a stochastic simulation of a macroeconometric model based on draws of all but one of the error terms.
Could you please suggest me the way to do it?
Thanks in advance